Pages that link to "Item:Q393762"
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The following pages link to Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762):
Displayed 5 items.
- Option pricing using a computational method based on reproducing kernel (Q2406304) (← links)
- Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval (Q2514271) (← links)
- Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793) (← links)
- Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
- American option pricing problem transformed on finite interval (Q5739583) (← links)
